Gang-Jin Wang : Citation Profile


Are you Gang-Jin Wang?

Hunan University

10

H index

11

i10 index

186

Citations

RESEARCH PRODUCTION:

17

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 31
   Journals where Gang-Jin Wang has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 12 (6.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa614
   Updated: 2019-08-17    RAS profile: 2019-03-17    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Gang-Jin Wang.

Is cited by:

Ferreira, Paulo (12)

PEREIRA, EDER JOHNSON DE AREA (11)

Krištoufek, Ladislav (5)

Gomez-Gonzalez, Jose (4)

Gamba, Santiago (4)

Melo-Velandia, Luis (4)

Guangxi, Cao (3)

Uddin, Gazi (3)

GUPTA, RANGAN (2)

Wong, Wing-Keung (2)

Wohar, Mark (2)

Cites to:

Mantegna, Rosario (40)

lucey, brian (23)

Engle, Robert (10)

Tabak, Benjamin (8)

Yilmaz, Kamil (8)

Diebold, Francis (7)

Wang, Yudong (7)

Batten, Jonathan (6)

Granger, Clive (6)

Zhou, Hao (6)

He, Ling-Yun (5)

Main data


Where Gang-Jin Wang has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications9
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org4

Recent works citing Gang-Jin Wang (2018 and 2017)


YearTitle of citing document
2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2018). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485.

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2017The q-dependent detrended cross-correlation analysis of stock market. (2017). Zhao, Longfeng ; Stanley, Eugene H ; Wang, Yougui ; Podobnik, Boris ; Fenu, Andrea ; Li, Wei. In: Papers. RePEc:arx:papers:1705.01406.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). , . In: Papers. RePEc:arx:papers:1707.05552.

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2019Multi-layered network structure: Relationship between financial and macroeconomic dynamics. (2018). Sharma, Kiran ; Chakraborti, Anirban ; Chakrabarti, Anindya S. In: Papers. RePEc:arx:papers:1805.06829.

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2018State and Network Structures of Stock Markets around the Global Financial Crisis. (2018). Lee, Jae Woo ; Nobi, Ashadun. In: Papers. RePEc:arx:papers:1806.04363.

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2019A Weight-based Information Filtration Algorithm for Stock-Correlation Networks. (2019). Tian, Tianhai ; Wormald, Nick ; Hosseini, Seyed Soheil. In: Papers. RePEc:arx:papers:1904.06007.

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2019Systemic Risk in Vietnam Stock Market. (2019). van Vu, Thi Thuy ; Tran, Dang Kham. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:339-352.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Borradores de Economia. RePEc:bdr:borrec:983.

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2019The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices. (2019). Pereira, Der ; Ferreira, Paulo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00642.

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2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Xu, Mingli ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137.

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2019The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

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2019Network connectedness and net spillover between financial and commodity markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; Kang, Sang Hoon ; al Mamun, MD. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:801-818.

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2019Analysing the systemic risk of Indian banks. (2019). Ahmad, Wasim ; Bekiros, Stelios ; Uddin, Gazi Salah ; Verma, Ramprasad. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:103-108.

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2017Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

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2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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2019Price and volatility spillovers across the international steam coal market. (2019). , Marco ; Ciner, Cetin ; Brzeszczynski, Janusz ; Batten, Jonathan A ; Yarovaya, Larisa ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2017Stock market volatility spillovers: Evidence for Latin America. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:207-216.

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2018Risk transmitters and receivers in global currency markets. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:1-9.

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2018Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach. (2018). Jin, Xiaoye. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:202-212.

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2019Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

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2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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2017Price forecasting in the precious metal market: A multivariate EMD denoising approach. (2017). He, Kaijian ; Chen, Yanhui. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:9-24.

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2017Long memory of abnormal investor attention and the cross-correlations between abnormal investor attention and trading volume, volatility respectively. (2017). Zhuang, Xintian ; Yuan, Ying ; Fan, Xiaoqian ; Jin, Xiu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:323-333.

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2017Asymmetric joint multifractal analysis in Chinese stock markets. (2017). Chen, Yuwen ; Zheng, Tingting. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:10-19.

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2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

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2017The behaviour of share returns of football clubs: An econophysics approach. (2017). Ferreira, Paulo ; Nunes, Jose Rato ; Dionisio, Andreia ; Loures, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:136-144.

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2017The dynamic interdependence of international financial markets: An empirical study on twenty-seven stock markets. (2017). Zhang, Xingwei ; Zheng, Xiaolong ; Zeng, Daniel Dajun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:472:y:2017:i:c:p:32-42.

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2017Dynamic relationship between Japanese Yen exchange rates and market anxiety: A new perspective based on MF-DCCA. (2017). Lu, Xinsheng ; Ge, Jintian ; Sun, Xinxin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:144-161.

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2017Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278.

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2017DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone. (2017). Ferreira, Paulo ; Zebende, G F ; Dionisio, A ; Guedes, E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:38-47.

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2017Financial networks based on Granger causality: A case study. (2017). Papana, Angeliki ; Diks, Cees ; Kugiumtzis, Dimitris ; Kyrtsou, Catherine. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:65-73.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Shi, Huai-Long ; Zhou, Wei-Xing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:309-318.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). Shi, Huai-Long ; Zhou, Wei-Xing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:397-407.

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2018Multiplex network analysis of employee performance and employee social relationships. (2018). Cai, Meng ; Stanley, Eugene H ; Cui, Ying ; Wang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1-12.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018Early warning model based on correlated networks in global crude oil markets. (2018). Xie, Wen-Jie ; Yu, Jia-Wei ; Jiang, Zhi-Qiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1335-1343.

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2018ρDCCA applied between air temperature and relative humidity: An hour/hour view. (2018). Zebende, G F ; Castro, A P ; Silva, A M ; Brito, A A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:494:y:2018:i:c:p:17-26.

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2018Influence of individual rationality on continuous double auction markets with networked traders. (2018). Zhang, Junhuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:353-392.

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2018Statistical test for ΔρDCCA cross-correlation coefficient. (2018). Guedes, E F ; Zebende, G F ; da Silva, A M ; de Castro, A. P. N., ; Fernandez, B F ; Oliveira, F M ; Brito, A A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:134-140.

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2018Multifractal detrended cross-correlations between Chinese stock market and three stock markets in The Belt and Road Initiative. (2018). Zhang, Xin ; Yang, Liansheng ; Zhu, Yingming. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:105-115.

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2018A simple analytics framework for evaluating mean escape time in different term structures with stochastic volatility. (2018). Ko, Bonggyun ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:398-412.

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2018Distribution of individual status in the invisibility similarity network of new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:426-434.

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2018Herding boosts too-connected-to-fail risk in stock market of China. (2018). Lu, Shan ; Ren, Ruoen ; Wang, Huiwen ; Zhao, Jichang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:945-964.

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2018Collective behavior of cryptocurrency price changes. (2018). Stosic, Darko ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:499-509.

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2018Cross-correlation analysis on Brazilian gasoline retail market. (2018). Ferreira, Paulo ; Moret, M A ; Murari, T B ; Pereira, E. J. A. L., ; Nascimento, A S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:550-557.

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2018Testing for the source of multifractality in water level records. (2018). Wu, Liang ; Zhao, Tongzhou ; Ding, Yiming ; Chen, Lei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:824-839.

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2018SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test. (2018). Ruan, Qingsong ; Yang, Haiquan ; Lv, Dayong ; Zhang, Manqian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1009-1022.

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2018Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries. (2018). Li, Jianxuan ; Cao, Guangxi ; Shi, Yingying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1140-1151.

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2018A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421.

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2018Degree distributions and motif profiles of limited penetrable horizontal visibility graphs. (2018). Wang, Minggang ; Stanley, Eugene H ; Tian, Lixin ; Xu, Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:620-634.

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2018Quantifying the cross-correlations between online searches and Bitcoin market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:657-672.

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2018Assessing the relevance of individual characteristics for the structure of similarity networks in new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:881-889.

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2018Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market. (2018). Gao, Yang ; Liu, Chao ; Wang, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:802-811.

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2018Detrended Multiple Cross-Correlation Coefficient. (2018). Zebende, G F ; da Silva, A M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:91-97.

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2018Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient. (2018). Ferreira, Paulo ; Brito, Paulo ; Nunes, Jose ; Loures, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:675-681.

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2019The impact of corporate lifecycle on Fama–French three-factor model. (2019). Liu, Hao ; Gao, Ya-Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:390-398.

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2019Cross-correlations between Brazilian biofuel and food market: Ethanol versus sugar. (2019). Albuquerque, Cristiane Rocha ; Stosic, Tatijana ; de Melo, Gabriel Rivas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:687-693.

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2019Dynamic topology and allometric scaling behavior on the Vietnamese stock market. (2019). Nguyen, Q ; Nguyen, L. H. N., ; Nguyen, N. K. K., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:235-243.

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2019Identifying influential nodes based on fluctuation conduction network model. (2019). Wang, ZE ; Chen, Zhihua ; Sun, Qingru ; Liu, Xueyong ; Tang, Renwu ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:355-369.

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2019Global Rényi index of the distance matrix. (2019). Nie, Chun-Xiao ; Song, Fu-Tie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:902-915.

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2019Double-edged sword effect of edge overlap on asymmetrically interacting spreading dynamics. (2019). Zhu, Xuzhen ; Cai, Shimin ; Wang, Wei ; Chen, Xiaolong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:617-624.

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2019Portfolio optimization based on network topology. (2019). Li, Yan ; Zheng, BO ; Tian, Yue ; Jiang, Xiong-Fei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:671-681.

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2019Similarities between stock price correlation networks and co-main product networks: Threshold scenarios. (2019). Wang, Yanli ; Liu, Nairong ; Guan, Jianhe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:66-77.

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2019Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis. (2019). Ferreira, Paulo ; Pereira, Hernane Borges ; da Silva, Marcus Fernandes ; de Area, Eder Johson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:86-96.

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2019Forecasting SMEs credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach. (2019). Wang, Gang-Jin ; Xie, Chi ; Zhou, LI ; Zhu, You ; Nguyen, Truong V. In: International Journal of Production Economics. RePEc:eee:proeco:v:211:y:2019:i:c:p:22-33.

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2018Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Tiwari, Aviral Kumar ; Wohar, Mark E ; Gupta, Rangan ; Cunado, Juncal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202.

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2017Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation. (2017). Iqbal, Javed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:1-17.

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2018The influence of risk culture on firm returns in times of crisis. (2018). Bui, Dien Giau ; Lin, Chih-Yung ; Fang, Yiwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:291-306.

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2017Examining dynamic currency linkages amongst South Asian economies: An empirical study. (2017). Diesting, Florent ; Sehgal, Sanjay ; Pandey, Piyush. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:173-190.

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2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

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2018Financial Credit Risk and Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; McAleer, Michael ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:109056.

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2018Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; McAleer, Michael ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:111615.

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2018.

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2018Topological Network Analysis Based on Dissimilarity Measure of Multivariate Time Series Evolution in the Subprime Crisis. (2018). Kazemilari, Mansooreh ; Mohamadi, Ali. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:47-:d:144756.

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2019Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model. (2019). Jienwatcharamongkhol, Viroj ; Uddin, Reaz ; A. M. M. Shahiduzzaman Quoreshi, . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:94-:d:237782.

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2018Small and Medium-Sized Enterprises Sustainable Supply Chain Financing Decision Based on Triple Bottom Line Theory. (2018). Liang, Xuedong ; Wang, Min ; Zhao, Xianli. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4242-:d:183476.

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2018Cooperation Modes of Operations and Financing in a Low-Carbon Supply Chain. (2018). Yang, Lei ; Ji, Jingna ; Chen, Yufan . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:821-:d:136443.

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2018Assessing the Credit Risk of Corporate Bonds Based on Factor Analysis and Logistic Regress Analysis Techniques: Evidence from New Energy Enterprises in China. (2018). Liu, Yuanxin ; Zhou, Dong ; Yuan, Jiahai. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1457-:d:145006.

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2017Analysis of the Dynamic Evolutionary Behavior of American Heating Oil Spot and Futures Price Fluctuation Networks. (2017). Chen, Huan ; Zhen, Zaili ; Wang, Minggang ; Tian, Lixin. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:4:p:574-:d:95419.

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2017Technology Credit Scoring Based on a Quantification Method. (2017). Ju, Yong Han ; Young, SO. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:6:p:1057-:d:101868.

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2017A Credit Scoring Model for SMEs Based on Accounting Ethics. (2017). Kyeong, BO ; Young, SO. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:9:p:1588-:d:111035.

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2019Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina. (2019). Hernandez, Ignacio Perrotini ; Benavides, Domingo Rodriguez. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:151-168.

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2018State and Network Structures of Stock Markets Around the Global Financial Crisis. (2018). Lee, Jae Woo ; Nobi, Ashadun. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-017-9672-x.

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2017Statistical Procedures for Stock Markets Network Structures Identification. (2017). Kalyagin, V ; Pardalos, P ; Koldanov, P. In: Journal of the New Economic Association. RePEc:nea:journl:y:2017:i:35:p:33-52.

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2017Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains. (2017). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201780.

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2018Optimal decision for the market graph identification problem in a sign similarity network. (2018). Kalyagin, V A ; Pardalos, P M ; Koldanov, P A. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2491-6.

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2017A Financial Connectedness Analysis for Turkey. (2017). Camlica, Ferhat ; Ozen, Etkin ; Gunes, Didem . In: Working Papers. RePEc:tcb:wpaper:1719.

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2019Quantile coherency networks of international stock markets. (2019). Baumohl, Eduard ; Hussain, Syed Jawad. In: EconStor Preprints. RePEc:zbw:esprep:194568.

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2018Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500. (2018). Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:012018.

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Works by Gang-Jin Wang:


YearTitleTypeCited
2016Short term prediction of extreme returns based on the recurrence interval analysis In: Papers.
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2016Joint multifractal analysis based on wavelet leaders In: Papers.
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2017Stock market as temporal network In: Papers.
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2018Stock market as temporal network.(2018) In: Physica A: Statistical Mechanics and its Applications.
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2018The cooling-off effect of price limits in the Chinese stock markets In: Papers.
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2018The cooling-off effect of price limits in the Chinese stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
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2018Interconnectedness and systemic risk of Chinas financial institutions In: Emerging Markets Review.
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2016Who are the net senders and recipients of volatility spillovers in China’s financial markets? In: Finance Research Letters.
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2017Stock market contagion during the global financial crisis: A multiscale approach In: Finance Research Letters.
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2012Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree In: Physica A: Statistical Mechanics and its Applications.
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2013Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient In: Physica A: Statistical Mechanics and its Applications.
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2013Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket In: Physica A: Statistical Mechanics and its Applications.
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2014Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales In: Physica A: Statistical Mechanics and its Applications.
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2015Correlation structure and dynamics of international real estate securities markets: A network perspective In: Physica A: Statistical Mechanics and its Applications.
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2018Cross-correlations and influence in world gold markets In: Physica A: Statistical Mechanics and its Applications.
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2018Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market In: Physica A: Statistical Mechanics and its Applications.
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2016Extreme risk spillover effects in world gold markets and the global financial crisis In: International Review of Economics & Finance.
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2016Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models In: Sustainability.
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2018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks In: Computational Economics.
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2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis In: Journal of Economic Interaction and Coordination.
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2017Extreme risk spillover network: application to financial institutions In: Quantitative Finance.
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